It is a position reversal strategy, so it's supposed to always stay in the market, and close all positions at the end of the day.

And this is the result upon running the strategy on the data

As you can see from the cash // value graph at the top, it was not in the market all the time, it exited after some time. Specifically, at the buy signal, it only closed the previous position, but did not buy any more and create a new position.